-38.0%
DOCS vs BR
+31.7%
-69.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.4% |
| 7D | 0.0% | +4.4% | -4.4% | -3.0% |
| 30D | +7.8% | +16.3% | -8.5% | -3.0% |
| 3M | +20.0% | +16.2% | +3.7% | +7.8% |
| 6M | +26.5% | +30.3% | -3.8% | +5.4% |
| YTD | -25.8% | -12.2% | -13.6% | -20.1% |
| 1Y | -39.5% | -11.3% | -28.2% | -35.4% |
| 3Y | +60.3% | +15.2% | +45.1% | +38.4% |
| 5Y | -57.0% | +18.0% | -75.1% | -68.0% |
| All | -38.0% | +31.7% | -69.7% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling